On monotone dependence functions of the quantile type
Applicationes Mathematicae, Tome 23 (1996) no. 1, pp. 51-72.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

We introduce the concept of monotone dependence function of bivariate distributions without moment conditions. Our concept gives, among other things, a characterization of independent and positively (negatively) quadrant dependent random variables.
DOI : 10.4064/am-23-1-51-72
Keywords: associated random variables, quantile monotone dependence function, mixture of distribution functions, quantile, independent, positively (negatively) quadrant dependent random variables, monotone dependence function

Andrzej Krajka 1 ; Dominik Szynal 1

1
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Andrzej Krajka; Dominik Szynal. On monotone dependence functions of the quantile type. Applicationes Mathematicae, Tome 23 (1996) no. 1, pp. 51-72. doi : 10.4064/am-23-1-51-72. http://geodesic.mathdoc.fr/articles/10.4064/am-23-1-51-72/

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